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Sorry, I've been away... what are ATC's?
thanks
----- Original Message -----
From: "bruce1r" <brucer@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, June 24, 2007 8:39 AM
Subject: [amibroker] Re: VBScript / Jscript
> Ara -
>
> I addressed it - just not in detail. I mentioned that ATC's normally
> operate out of ticker data cache. AB maintains its own memory cache
> for ticker data. So, your retrievals of your ATC "static" arrays
> should be coming from this memory via a Foreign() call - and this is
> fast. They are probably not coming from disk. So, I can think of
> only three remotely possible reasons that you might see disk reads -
>
> 1. The settings in Tools/Preferences/Data are unusually small for the
> cache, and the ATC tickers cannot be kept there. This seems unlikely.
>
> 2. AB has a bug that flushes the cache. Unlikely knowing TJ, and it
> probably would have been noticed by now.
>
> 3. Your watchlist is lengthy or you do a large number of foreign's
> that flush the ATC's out of the cache. Also unlikely.
>
> BUT, I said that I would show you a hack for static arrays, and I'll
> do it in the a follow-up post to this.
>
> Bruce R.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> Bruce
>>
>> Thanks for the response.
>>
>> After reading it, something seemed missing, so I read my initial
> question.
>>
>> To restate the issue, the program works but takes far too long
> because of
>> the repeated disk read operations.
>>
>> I realize now my point was not stated clearly.
>>
>> My reason for desiring Static arrays is that I would have to read
> the disk
>> info only once and save it in the Static Array. This should save a
> lot of
>> time.
>>
>> Appreciate any further comments
>>
>> Ara
>>
>>
>> ----- Original Message -----
>> From: "bruce1r" <brucer@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Saturday, June 23, 2007 8:46 AM
>> Subject: [amibroker] Re: VBScript / Jscript
>>
>>
>> > Ara -
>> >
>> > I only check in here occasionally, but found your question, and it
>> > relates to some things that I've done in the past, so I'll try to
>> > share what I found.
>> >
>> > Bottom line - ATC's are roughly as fast as any alternate,
>> > off-the-shelf solution since they operate out of the ticker memory
>> > cache - just a little messier if you have you are managing a large
>> > number of results.
>> >
>> > ATC addresses the main problem in an WL explore, though, because it
>> > performs array truncation and alignment. That issue is this - as each
>> > ticker is looped through, a new default array length with entry dates
>> > is defined. This applies to all arrays created in that pass. For
>> > example, if you had a WL of two tickers - say the RUT-I and UCPIX in
>> > the FT database, the default array would have a start date of 9/1/88
>> > for the RUT-I and a start date of 1/29/04 for UCPIX. SO if you could
>> > create a static indicator array for the SP-CP ticker and then tried to
>> > read it when the UCPIX ticker was executed - it would be too long and
>> > start at the wrong date. ATC's and Foreign's truncate if necessary
>> > and align dates. The alignment is even more important if you mix data
>> > from foreign markets that have different market dates and holidays.
>> >
>> > If you're still convinced that you need a way to do static arrays and
>> > are willing to use modified settings, let me know and I'll find some
>> > time later to write it up.
>> >
>> > -- Bruce R.
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
>> >>
>> >> One my issues with Amibroker is the lack of static arrays ... I know
>> > it's coming, but ... I have a backtest that uses sector data stored in
>> > ATCs.
>> >>
>> >> Question I have:
>> >>
>> >> If I use jscript or VB script, can I do something like this (below)
>> > so that once I define arrays, they stay defined?
>> >>
>> >> Code below to be called only once using #include_once command
>> >>
>> >> Start script
>> >> Declare arrays
>> >> Read disk
>> >> Assign info from disk read to script arrays
>> >>
>> >> continue with rest of code
>> >> call arrays from memory when needed
>> >>
>> >>
>> >> The intent is to avoid reading disk for every symbol I process
>> > during backtest
>> >>
>> >> TIA
>> >>
>> >> Ara
>> >>
>> >
>> >
>> >
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
Please note that this group is for discussion between users only.
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